You think they'd need a whole prequel movie to set up Ultron? Doubt it. In fact, the Skynet/Terminator analogy is probably going to come up *a lot* in the coming couple of years. It's not a hard concept for even the kiddies in the audience to grasp.

Another reason Skynet doesn't need an origin story is because Skynet is not a character, it's an offscreen plot device.